+88.7%
ACN vs MSI
+590.9%
-502.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.6% |
| 7D | -4.8% | -5.8% | +0.9% | -1.9% |
| 30D | +1.9% | -1.0% | +2.9% | +2.4% |
| 3M | +3.9% | +14.2% | -10.3% | -3.1% |
| 6M | -15.0% | +1.0% | -16.1% | -16.2% |
| YTD | -31.9% | +21.5% | -53.4% | -39.7% |
| 1Y | -28.5% | -2.1% | -26.4% | -29.0% |
| 3Y | -41.9% | +69.3% | -111.2% | -58.9% |
| 5Y | -42.9% | +99.3% | -142.2% | -63.7% |
| 10Y | +88.7% | +595.0% | -506.3% | -24.0% |
| All | +88.7% | +590.9% | -502.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling